gotrade: github.com/cyanly/gotrade/services/marketconnectors/common/order Index | Files

package order

import "github.com/cyanly/gotrade/services/marketconnectors/common/order"

A common FIX Client required by QuickFIX, should work for most of market connectors.

If a market connector has special tags etc for incoming message, only need its own NewFIXClient() to

replace common calls to its own callback routes.

If a market connector has complete different behaviour, it will need to implements its own FIXClient

Index

Package Files

execution_fix44.go fixclient.go ordercxlreject_fix44.go

type FIXClient Uses

type FIXClient struct {
    *quickfix.Initiator
    *quickfix.MessageRouter

    Session    quickfix.SessionID
    MessageBus *messagebus.Conn
    OrderStore database.OrderStore
    // contains filtered or unexported fields
}

func NewFIXClient Uses

func NewFIXClient(c common.Config) *FIXClient

Create a FIXClient with common routes for market connectors

func (FIXClient) FromAdmin Uses

func (app FIXClient) FromAdmin(msg quickfix.Message, sessionID quickfix.SessionID) (reject quickfix.MessageRejectError)

func (FIXClient) FromApp Uses

func (app FIXClient) FromApp(msg quickfix.Message, sessionID quickfix.SessionID) (reject quickfix.MessageRejectError)

func (FIXClient) OnCreate Uses

func (app FIXClient) OnCreate(sessionID quickfix.SessionID)

func (FIXClient) OnLogon Uses

func (app FIXClient) OnLogon(sessionID quickfix.SessionID)

func (FIXClient) OnLogout Uses

func (app FIXClient) OnLogout(sessionID quickfix.SessionID)

func (FIXClient) Start Uses

func (app FIXClient) Start() error

Common Order FIX client routines serving requests from order router

if a market connector has special case it will need to implement its own start routine like below

func (FIXClient) ToAdmin Uses

func (app FIXClient) ToAdmin(msg quickfix.Message, sessionID quickfix.SessionID)

func (FIXClient) ToApp Uses

func (app FIXClient) ToApp(msg quickfix.Message, sessionID quickfix.SessionID) (err error)

Package order imports 14 packages (graph) and is imported by 1 packages. Updated 2016-07-20. Refresh now. Tools for package owners.